CME Pit-Traded Corn Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
320-0 |
312-4 |
-7-4 |
-2.3% |
321-4 |
| High |
320-0 |
312-4 |
-7-4 |
-2.3% |
330-4 |
| Low |
311-4 |
306-0 |
-5-4 |
-1.8% |
306-0 |
| Close |
315-6 |
306-2 |
-9-4 |
-3.0% |
306-2 |
| Range |
8-4 |
6-4 |
-2-0 |
-23.5% |
24-4 |
| ATR |
10-0 |
10-0 |
0-0 |
-0.2% |
0-0 |
| Volume |
87,623 |
100,031 |
12,408 |
14.2% |
570,066 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
327-6 |
323-4 |
309-7 |
|
| R3 |
321-2 |
317-0 |
308-0 |
|
| R2 |
314-6 |
314-6 |
307-4 |
|
| R1 |
310-4 |
310-4 |
306-7 |
309-3 |
| PP |
308-2 |
308-2 |
308-2 |
307-6 |
| S1 |
304-0 |
304-0 |
305-5 |
302-7 |
| S2 |
301-6 |
301-6 |
305-0 |
|
| S3 |
295-2 |
297-4 |
304-4 |
|
| S4 |
288-6 |
291-0 |
302-5 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387-6 |
371-4 |
319-6 |
|
| R3 |
363-2 |
347-0 |
313-0 |
|
| R2 |
338-6 |
338-6 |
310-6 |
|
| R1 |
322-4 |
322-4 |
308-4 |
318-3 |
| PP |
314-2 |
314-2 |
314-2 |
312-2 |
| S1 |
298-0 |
298-0 |
304-0 |
293-7 |
| S2 |
289-6 |
289-6 |
301-6 |
|
| S3 |
265-2 |
273-4 |
299-4 |
|
| S4 |
240-6 |
249-0 |
292-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
330-4 |
306-0 |
24-4 |
8.0% |
7-6 |
2.5% |
1% |
False |
True |
114,013 |
| 10 |
337-4 |
306-0 |
31-4 |
10.3% |
8-2 |
2.7% |
1% |
False |
True |
106,574 |
| 20 |
342-4 |
306-0 |
36-4 |
11.9% |
8-3 |
2.7% |
1% |
False |
True |
113,658 |
| 40 |
375-2 |
306-0 |
69-2 |
22.6% |
9-2 |
3.0% |
0% |
False |
True |
112,523 |
| 60 |
458-6 |
306-0 |
152-6 |
49.9% |
9-2 |
3.0% |
0% |
False |
True |
109,696 |
| 80 |
473-0 |
306-0 |
167-0 |
54.5% |
9-1 |
3.0% |
0% |
False |
True |
94,877 |
| 100 |
473-0 |
306-0 |
167-0 |
54.5% |
9-0 |
3.0% |
0% |
False |
True |
83,664 |
| 120 |
473-0 |
306-0 |
167-0 |
54.5% |
8-6 |
2.9% |
0% |
False |
True |
73,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
340-1 |
|
2.618 |
329-4 |
|
1.618 |
323-0 |
|
1.000 |
319-0 |
|
0.618 |
316-4 |
|
HIGH |
312-4 |
|
0.618 |
310-0 |
|
0.500 |
309-2 |
|
0.382 |
308-4 |
|
LOW |
306-0 |
|
0.618 |
302-0 |
|
1.000 |
299-4 |
|
1.618 |
295-4 |
|
2.618 |
289-0 |
|
4.250 |
278-3 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
309-2 |
313-0 |
| PP |
308-2 |
310-6 |
| S1 |
307-2 |
308-4 |
|